Harremoes obtained some new maximal inequalities for non-negative martingales. In this paper, we get some new maximal and minimal inequalities for non-negative demimartin- gales which generalize the results of Harremo...Harremoes obtained some new maximal inequalities for non-negative martingales. In this paper, we get some new maximal and minimal inequalities for non-negative demimartin- gales which generalize the results of Harremoes. We also obtain an inequality for non-negative demimartingales which generalizes the result of Iksanov and Marynych. Finally we obtain a strong law of large numbers, strong growth rate and integrability of supremum for demimartin- gales which generalize and improve the result of Chow.展开更多
基金Supported by the NNSF of China (10871001, 61075009)Provincial Natural Science Research Project of Anhui Colleges (KJ2010A005)+3 种基金Talents Youth Fund of Anhui Province Universities (2010SQRL016ZD)Youth Science Research Fund of Anhui University (2009QN011A)Academic Innovation Team of Anhui University (KJTD001B)Natural Science Research Project of Suzhou College (2009yzk25)
文摘Harremoes obtained some new maximal inequalities for non-negative martingales. In this paper, we get some new maximal and minimal inequalities for non-negative demimartin- gales which generalize the results of Harremoes. We also obtain an inequality for non-negative demimartingales which generalizes the result of Iksanov and Marynych. Finally we obtain a strong law of large numbers, strong growth rate and integrability of supremum for demimartin- gales which generalize and improve the result of Chow.
